Shawn and Gus head to the track to investigate the losing horses and see one of the jockeys who dies during a race in episode 2x05 "And Down the Stretch Comes Murder".
A shapeshifter is caught taking another form in episode 4x08 "Back to Where You've Never Been".
From episode 4x13 "In the Bear Pit".
From episode 3x10 "You See How It Begins?".
From episode 1x01 "The China Shop".
Rufus meets with Wolfgang and tells him about the state of his current mission in episode 1x01 "The China Shop".
From episode 1x12 "Bumped from the Ball".